1.1 ???????? ???????(PRF)???????(SRF) (Population Regression Function) (Sample Regression Function)

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1.1 ???????? ???????(PRF)???????(SRF)(Population
Regression Function) (Sample Regression Function)
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???

• ???(population)????

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?????? E(YX)

• E(YX)X??????Y????
• ??(i??)?Y????
• Yi E(YXi) ei, i1,2,..,n
• PRF ???(???)
• PRF?????????

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• E(YX) a bX ??????
• (a,b)??????? ???????
• (Population Regression Coefficients)
• ??????
• Yi a bXi ei

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• ??????
• (Sample Regression Function) ????PRF????????
• ???(a,b)???????
• ?? abX??????????

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• ???????(???????)
• ??SRF???????????????

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??????

• ??????? ei Yi - a - bXi
• ei ???(Residual)????
• ?????????(Least Squares)
• Siei2 Si(Yi - a - bXi)2
• RSS (Residual Sum of Squares)??????(a,b)?????

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????
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?(a,b)
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?b